+236.4%
TSM vs U
-66.8%
+303.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +5.4% |
| 7D | -7.6% | +36.6% | -44.1% | -12.7% |
| 30D | -20.5% | +13.3% | -33.8% | -22.6% |
| 3M | -10.0% | +26.2% | -36.2% | -14.1% |
| 6M | -10.1% | +88.7% | -98.8% | -20.4% |
| YTD | +24.5% | +16.6% | +7.9% | +16.8% |
| 1Y | +31.2% | +29.0% | +2.2% | +20.7% |
| 3Y | +322.0% | +99.5% | +222.5% | +237.7% |
| All | +236.4% | -66.8% | +303.2% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling